Anic Equity¶

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Total return since start: 0.709 %¶

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Equity now: -----------------------------> 52202.85 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48051.73 Kr¶

PnL: ---------------------------------------> -880.27 Kr¶

DD now: ---------------------------------> -1.727 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 10:06:37.277204'

Anic Portfolio¶

Today¶

Return: -0.121 %¶

This Week¶

Return: -0.217 %¶

Total portfolio value¶

Return including deposits: 70.899 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -1.400000 2332.000000 143.000000 6.530000 2189.000000
Svolder B 35 -1.900000 2262.750000 83.750000 3.840000 2179.000005
BHG Group 49 2.610000 711.480000 72.480000 11.340000 638.999984
Embracer Group B 26 0.340000 719.550000 57.550000 8.690000 661.999988
Profoto Holding 7 7.140000 630.000000 48.000000 8.250000 581.999999
Vitrolife 3 -0.080000 723.600000 46.600000 6.880000 677.000001
Xvivo Perfusion 3 0.000000 880.500000 35.500000 4.200000 845.000001
Biotage 4 0.880000 638.400000 35.400000 5.870000 603.000000
SynAct Pharma 9 1.220000 669.600000 24.600000 3.810000 645.000003
Addnode Group B 6 1.020000 774.600000 22.600000 3.010000 751.999998
Humana 40 0.460000 695.200000 21.200000 3.150000 674.000000
Eastnine 6 0.000000 673.200000 16.200000 2.470000 657.000000
Addtech B 3 -0.590000 705.000000 5.000000 0.710000 699.999999
Sdiptech B 3 0.070000 825.600000 3.600000 0.440000 822.000000
Volati 5 -0.170000 571.000000 -3.000000 -0.520000 574.000000
Latour B 2 -0.850000 441.200000 -7.800000 -1.740000 449.000000
Sampo Oyj SDB 1 0.510000 497.000000 -8.000000 -1.580000 505.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
NCC B 7 -0.220000 644.000000 -10.000000 -1.530000 653.999997
Fortnox 10 1.200000 656.600000 -11.400000 -1.710000 668.000000
Investor B 3 -0.190000 646.200000 -11.800000 -1.790000 657.999999
Balco Group 39 2.030000 1858.350000 -16.650000 -0.890000 1874.999997
BONESUPPORT HOLDING 10 -0.990000 1202.000000 -22.000000 -1.800000 1224.000000
Indutrade 5 -0.150000 1297.000000 -23.000000 -1.740000 1320.000000
Nolato B 12 -0.380000 624.600000 -23.400000 -3.610000 648.000000
SCA A 4 -2.050000 574.400000 -24.600000 -4.110000 599.000000
Gaming Innovation Group 161 0.190000 4161.850000 -26.150000 -0.620000 4187.999942
Lime Technologies 2 -0.360000 556.000000 -37.000000 -6.240000 593.000000
Ambea 68 0.660000 2482.000000 -55.000000 -2.170000 2537.000032
Creades A 7 0.000000 551.250000 -59.750000 -9.780000 610.999998
Investor A 16 -0.050000 3440.000000 -105.000000 -2.960000 3545.000000
Lundin Gold 7 -1.120000 868.000000 -106.000000 -10.880000 973.999999
Sedana Medical 135 -2.330000 4190.400000 -140.600000 -3.250000 4330.999935
New Wave B 40 -0.480000 3727.200000 -188.800000 -4.820000 3916.000000
Bactiguard Holding B 37 1.270000 2664.000000 -303.000000 -10.210000 2966.999993
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
TOTAL 48051.730000 -880.270000 -1.72721% 48931.999868

Updated:¶

'2023-06-16 10:06:54.696070'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶